Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.554 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47457.78 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46059.79 Kr¶

PnL: ---------------------------------------> -828.78 Kr¶

DD now: ---------------------------------> -2.41 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:52:55.938890'

Anic Portfolio¶

Today¶

Return: 0.313 %¶

This Week¶

Return: -0.95 %¶

Total¶

Return: 55.365 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 1.140000 2803.500000 167.500000 6.350000 2636.000010
HMS Networks 2 -0.660000 785.600000 112.600000 16.730000 673.000000
Nordea Bank Abp 29 0.730000 3509.000000 55.000000 1.590000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.410000 407.000000 52.000000 14.650000 355.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Corem Property Group B 59 2.760000 615.370000 38.370000 6.650000 576.999999
Resurs Holding 22 2.560000 608.960000 34.960000 6.090000 573.999998
SAAB B 8 -1.070000 3406.400000 29.400000 0.870000 3377.000000
Swedbank A 3 2.270000 588.900000 24.900000 4.410000 564.000000
AcadeMedia 12 -0.120000 577.920000 20.920000 3.760000 557.000004
Intrum 4 0.180000 545.800000 18.800000 3.570000 527.000000
Boozt 12 0.070000 1672.800000 18.800000 1.140000 1653.999996
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Securitas B 6 1.900000 587.040000 17.040000 2.990000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 3.890000 256.320000 10.320000 4.200000 246.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Karnov Group 9 0.670000 543.600000 7.600000 1.420000 536.000004
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 0.600000 538.800000 6.800000 1.280000 532.000000
Handelsbanken A 5 0.190000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 -0.670000 564.480000 -18.520000 -3.180000 582.999984
International Petroleum Corp. 5 4.080000 574.500000 -20.070000 -3.380000 594.565215
CTEK 13 -4.310000 507.780000 -26.220000 -4.910000 533.999999
Essity B 2 -2.590000 535.000000 -39.000000 -6.790000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.190000 1074.000000 -75.000000 -6.530000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 1.520000 1440.000000 -224.000000 -13.460000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46059.790000 -828.780000 -2.41027% 46888.564618

Updated:¶

'2023-01-27 16:53:09.280225'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶